I think you're running into what I ran into - when you check to see if a name is available, the system reserves that name to give you time to create the character. I don't know how long the reserve period is, but I'm guessing it's 15-30 minutes. It doesn't matter if you create the character or not, and it doesn't even matter if you log out of the game - the name remains reserved for whatever the time period is.
However, if, as you (and I) found, if you go through the process of creating a character with that name, and then delete the character, the name is freed-up immediately. I don't think this is a bug, and as long as you know the work-around it's not all that inconvenient.